Autore
De Martini, Daniele

Titolo
On the stability of statistical tests.
Periodico
Università degli Studi del Piemonte Orientale 'A. Avogadro' : Facoltà di Economia - Dipartimento di Scienze Economiche e Metodi Quantitativi "SEMEQ" - Quaderni
Anno: 2005 - Volume: 05 - Fascicolo: 112 - Pagina iniziale: 1 - Pagina finale: 10

Stemming from the variability of statistical tests, we first define rejection regions on the bases of the estimator of the power of the test, which also measures the reproducibility probability of statistical significance. Then, we introduce the notion of stability, which is satisfied when the lower bound of the power falls in the rejection region. We show that stability evaluation can be performed in parametric as well as in uonparametric framework.




Esportazione dati in Refworks (solo per utenti abilitati)